Uniform convergence of the Fleming-Viot process in a hard killing metastable case
Probability
2024-11-22 v3
Abstract
We study the long-time convergence of a Fleming-Viot process, in the case where the underlying process is a metastable diffusion killed when it reaches some level set. Through a coupling argument, we establish the long-time convergence of the Fleming-Viot process toward some stationary measure at an exponential rate independent of , the size of the system, as well as uniform in time propagation of chaos estimates.
Keywords
Cite
@article{arxiv.2207.02030,
title = {Uniform convergence of the Fleming-Viot process in a hard killing metastable case},
author = {Lucas Journel and Pierre Monmarché},
journal= {arXiv preprint arXiv:2207.02030},
year = {2024}
}